I've tried several ways to display OSM data in QGIS, but none of them really worked well for me.

For example, I've tried WMS layer, but when I try to print high resolution, it won't give me enough data. I've tried to load into Postgis DB, but only got thousands of nodes displayed. Did not really look like a map ...

Is there any way to load some big file, for example for one country, and display it in Mapnik style in different zoom levels?

2 Answers
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You can load a whole country of OSM into a Postgis Database with osm2pgsql, the recommended importing software for that. It creates the polygons from the OSM datatypes 'relation' and closed 'ways'.

BUT: To get the same picture as the Web map you know, you have to set up a complete set of styles. It's not just what colour for what feature, but also the rendering sequence: building on top of landuses, and roads on top of that, but roads under a bridge drawn before those over it, and so on.

If you just want a nice background, it is much easier to use the openlayers plugin with the tiles you already know. If you want to work with the data, its better to filter just the features you want in advance. Osmfilter or osmosis are recommended for that. Or setting a SQL query to your full postgis database.